CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.3092 1.3097 0.0005 0.0% 1.3001
High 1.3097 1.3141 0.0044 0.3% 1.3060
Low 1.3092 1.3097 0.0005 0.0% 1.2932
Close 1.3097 1.3139 0.0042 0.3% 1.3039
Range 0.0005 0.0044 0.0039 780.0% 0.0128
ATR 0.0045 0.0045 0.0000 -0.2% 0.0000
Volume 3 15 12 400.0% 10
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3258 1.3242 1.3163
R3 1.3214 1.3198 1.3151
R2 1.3170 1.3170 1.3147
R1 1.3154 1.3154 1.3143 1.3162
PP 1.3126 1.3126 1.3126 1.3130
S1 1.3110 1.3110 1.3135 1.3118
S2 1.3082 1.3082 1.3131
S3 1.3038 1.3066 1.3127
S4 1.2994 1.3022 1.3115
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3394 1.3345 1.3109
R3 1.3266 1.3217 1.3074
R2 1.3138 1.3138 1.3062
R1 1.3089 1.3089 1.3051 1.3114
PP 1.3010 1.3010 1.3010 1.3023
S1 1.2961 1.2961 1.3027 1.2986
S2 1.2882 1.2882 1.3016
S3 1.2754 1.2833 1.3004
S4 1.2626 1.2705 1.2969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3141 1.2932 0.0209 1.6% 0.0030 0.2% 99% True False 5
10 1.3141 1.2800 0.0341 2.6% 0.0032 0.2% 99% True False 3
20 1.3141 1.2751 0.0390 3.0% 0.0019 0.1% 99% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3328
2.618 1.3256
1.618 1.3212
1.000 1.3185
0.618 1.3168
HIGH 1.3141
0.618 1.3124
0.500 1.3119
0.382 1.3114
LOW 1.3097
0.618 1.3070
1.000 1.3053
1.618 1.3026
2.618 1.2982
4.250 1.2910
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.3132 1.3119
PP 1.3126 1.3098
S1 1.3119 1.3078

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These figures are updated between 7pm and 10pm EST after a trading day.

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